+145.2%
TE vs ALC
-14.7%
+159.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.7% |
| 7D | +0.2% | -6.3% | +6.6% | +0.2% |
| 30D | -5.9% | -10.3% | +4.3% | -5.9% |
| 3M | -45.6% | -0.7% | -44.9% | -45.3% |
| 6M | -43.4% | -17.8% | -25.5% | -42.8% |
| YTD | -31.0% | -15.8% | -15.2% | -29.4% |
| 1Y | +145.2% | -16.7% | +161.9% | +145.5% |
| All | +145.2% | -14.7% | +159.9% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling